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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~person:"Hautsch, Nikolaus"
~subject:"Geldpolitik"
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Estimation
Zeitreihenanalyse
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Hautsch, Nikolaus
Pesaran, M. Hashem
8
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7
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4
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4
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Journal of applied econometrics
SFB 649 discussion paper
14
CFS working paper series
12
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
CoFE discussion papers
5
Applied quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 Discussion Paper
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Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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2
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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